摘要
The objective of this paper is to introduce elementary discrete reflected backward equations and to give a simple method to discretize in time a （continuous） reflected backward equation. A presentation of numerical simulations is also described.
The objective of this paper is to introduce elementary discrete reflected backward equations and to give a simple method to discretize in time a （continuous） reflected backward equation. A presentation of numerical simulations is also described.
基金
Supported by the National Basic Research Programme (No.2007CB814902).
